Tengyuan Liang, University of Chicago
Universal Prediction Band and Variance Interpolation via Semi-Definite Programming
Nov 28, 2022, 12:30 pm
Location
101 - Sherrerd Hall
S. S. Wilks Memorial Seminar in Statistics
Alper Atamturk, University of California, Berkeley
Sparse Estimation: Closing the Gap Between L0 and L1 Models
Nov 17, 2022, 4:30 pm
Location
101 - Sherrerd Hall
Optimization Seminar
Xiaofei Shi, University of Toronto
Equilibrium with Limited Liquidity
Nov 16, 2022, 4:30 pm
Location
101 - Sherrerd Hall
Financial Mathematics Seminar
Ivan Corwin, Columbia University
The ASEP speed process
Nov 10, 2022, 4:30 pm
Location
224 - Fine Hall
Probability Seminar
Amal Moussa, Goldman Sachs
Overview of the structured products business on US stocks: structuring, pricing and hedging
Nov 9, 2022, 5:30 pm
Location
Virtual
Financial Mathematics Seminar
Weijie Su, University of Pennsylvania
What Should a Good Deep Neural Network Look Like? An Optimization Perspective
Nov 9, 2022, 12:25 pm
Location
101 - Sherrerd Hall
S. S. Wilks Memorial Seminar in Statistics
Monique Laurent, Centrum Wiskunde & Informatica
Performance analysis of sums of squares approximations in polynomial optimization
Nov 8, 2022, 4:30 pm
Location
101 - Sherrerd Hall
Optimization Seminar
ORFE Department Colloquia
Eric Vanden-Eijnden, New York University
Learning to sample better
Nov 1, 2022, 4:30 pm
Location
101 - Sherrerd Hall
ORFE Department Colloquia
Marianna Pensky, University of Central Florida
Clustering in Diverse Multiplex Network Model
Oct 31, 2022, 12:25 pm
Location
101 - Sherrerd Hall
S. S. Wilks Memorial Seminar in Statistics